Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48449.24 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46248.6 Kr¶

PnL: ---------------------------------------> -1973.65 Kr¶

DD now: ---------------------------------> -6.958 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:27:43.037285'

Anic Portfolio¶

Today¶

Return: -0.045 %¶

This Week¶

Return: -0.045 %¶

Total¶

Return: 58.61 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.120000 829.350000 131.350000 18.820000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.040000 710.980000 24.980000 3.640000 686.000016
MEKO 13 -1.710000 1567.800000 13.800000 0.890000 1554.000006
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
Tietoevry 2 -2.180000 647.200000 9.200000 1.440000 638.000000
G5 Entertainment 3 -0.160000 573.900000 1.900000 0.330000 572.000001
Mycronic 3 -2.340000 652.200000 0.200000 0.030000 651.999999
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
SKF B 3 -4.390000 587.700000 -8.300000 -1.390000 596.000001
Embracer Group B 14 -4.220000 680.400000 -8.600000 -1.250000 689.000004
ASSA ABLOY B 2 -1.290000 504.000000 -10.000000 -1.950000 514.000000
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Addnode Group B 6 -2.860000 693.600000 -15.400000 -2.170000 709.000002
Avanza Bank Holding 2 -3.630000 493.600000 -17.400000 -3.410000 511.000000
Husqvarna A 7 -3.760000 609.000000 -24.000000 -3.790000 632.999997
Loomis 6 -2.640000 2013.000000 -30.000000 -1.470000 2043.000000
Husqvarna B 7 -3.760000 609.420000 -30.580000 -4.780000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
ITAB Shop Concept 56 -5.340000 655.200000 -35.800000 -5.180000 691.000016
Collector Bank 29 -5.760000 1198.140000 -35.860000 -2.910000 1233.999996
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Lagercrantz Group B 5 -1.730000 569.000000 -38.000000 -6.260000 607.000000
Swedbank A 3 -3.190000 578.100000 -39.900000 -6.460000 618.000000
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Nordea Bank Abp 30 -3.670000 3714.000000 -49.000000 -1.300000 3762.999990
Mips 1 -2.480000 471.600000 -57.400000 -10.850000 529.000000
Dustin Group 18 -5.000000 608.400000 -61.600000 -9.190000 669.999996
Fastighetsbolaget Emilshus B 23 17.050000 632.390000 -62.610000 -9.010000 694.999993
AFRY 3 -3.710000 514.500000 -80.500000 -13.530000 594.999999
Viaplay Group B 4 -5.860000 944.000000 -93.000000 -8.970000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -3.470000 548.420000 -134.580000 -19.700000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.060000 3552.000000 -586.000000 -14.160000 4138.000000
TOTAL 46248.600000 -1973.650000 -6.95814% 48222.250041

Updated:¶

'2023-03-13 15:27:56.680054'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶